Forecasting the Distribution of Economic Variables in a Data-Rich Environment

DOI10.1080/07350015.2014.937436MaRDI QIDQ6667016zbMATH OpenFDO

Authors Sebastiano Manzan

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2014.937436

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Cited in

(5)

• Big brothering the economy: nowcasting and forecasting with port satellite images
• Seismonomics: listening to the heartbeat of the economy
• Monitoring multi-country macroeconomic risk: a quantile factor-augmented vector autoregressive (QFAVAR) approach
• Testing Quantile Forecast Optimality
• Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model

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